Package: mevr 1.3.4

mevr: Fitting the Metastatistical Extreme Value Distribution MEVD

Extreme value analysis with the metastatistical extreme value distribution MEVD (Marani and Ignaccolo, 2015, <doi:10.1016/j.advwatres.2015.03.001>) and some of its variants. In particular, analysis can be performed with the simplified metastatistical extreme value distribution SMEV (Marra et al., 2019, <doi:10.1016/j.advwatres.2019.04.002>) and the temporal metastatistical extreme value distribution TMEV (Falkensteiner et al., 2023, <doi:10.1016/j.wace.2023.100601>). Parameters can be estimated with probability weighted moments, maximum likelihood and least squares. The data can also be left-censored prior to a fit. Density, distribution function, quantile function and random generation for the MEVD, SMEV and TMEV are included. In addition, functions for the calculation of return levels including confidence intervals are provided. For a description of use cases please see the provided references.

Authors:Harald Schellander [aut, cre], Alexander Lieb [ctb], Marc-Andre Falkensteiner [ctb]